AzureDriver and rights assigned in Azure


I just started my journey with the Azure Driver and I got stuck at a point. After starting the driver, during initialization, it throws this error:

[10/01/20 20:37:54.845]:AZR PT:Azure AD Driver_Azure: Generating New Bearer Token
[10/01/20 20:37:54.845]:AZR PT:Azure AD Driver_Azure: Connecting to REST service via OAuth2
[10/01/20 20:37:55.204]:AZR PT:Azure AD Driver_Azure: Did a HTTP GET again with 0 bytes of data to$filter=isof('Microsoft.DirectoryServices.User') or isof('Microsoft.DirectoryServices.Group')&deltaLink=
[10/01/20 20:37:55.287]:AZR PT:Azure AD Driver_Azure: Response code and message: 401 Unauthorized
[10/01/20 20:37:55.288]:AZR PT:Azure AD Driver_Azure: Calling document modifier class
[10/01/20 20:37:55.288]:AZR PT:Azure AD Driver: Received response document from subscriber
[10/01/20 20:37:55.289]:AZR PT:
<nds dtdversion="3.0">
<product build="20200605_0706" version="">Identity Manager REST Driver</product>
<contact>NetIQ Corporation.</contact>
<status level="error" type="driver-general">
<driver-operation-data class-name="users" command="delta-token-only" dest-dn="">
<response method="GET" url=";$filter=isof('Microsoft.DirectoryServices.User') or isof('Microsoft.DirectoryServices.Group')&amp;deltaLink=">
<header ocp-aad-dq-include-only-delta-token="true"/>
<value message="Unauthorized" status="401">{"odata.error":{"code":"Authorization_RequestDenied","message":{"lang":"en","value":"Insufficient privileges to complete the operation."}}}</value>

The privileges assigned to my application that I have set into Azure, for IDM, are done according to the documentation here:

Any idea if something else should be added? Or something to check?